-4.7%
REPL vs RGEN
+236.4%
-241.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | -9.6% | -4.6% | -5.0% | -8.4% |
| 30D | +5.7% | +1.2% | +4.6% | +5.0% |
| 3M | +56.4% | +26.8% | +29.6% | +41.1% |
| 6M | +67.4% | +29.1% | +38.4% | +45.0% |
| YTD | +48.7% | +0.7% | +47.9% | +40.2% |
| 1Y | +148.3% | +39.1% | +109.2% | +103.8% |
| 3Y | -26.7% | +2.2% | -28.9% | -35.6% |
| 5Y | -54.1% | -44.0% | -10.2% | -52.7% |
| All | -4.7% | +236.4% | -241.1% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling